Finadium: Netting Rules for Repo, Securities Lending and Prime Brokerage

September 25, 2014

Basel III, CCP, Collateral Management, Credit Exposure, Lehman, Regulatory, Repo, Securities Lending, Shadow Banking, Systemic Risk

CCP, Fin 41, Finadium, GAAP, IAS 32, IFRS, netting, Prime Brokerage, Repo, Securities Lending, topstory

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The topic of netting for repo, securities lending and prime brokerage has been alternately praised and attacked in financial markets. Proponents argue that it strengthens risk management by encouraging safe,…

Did the BIS give the securities financing business a (slightly delayed) Christmas gift?

January 14, 2014

Jonathan Cooper

Basel III, Regulatory, Repo

BIS, GAAP, IAS, Supplementary Leverage Ratio

The BIS published their long awaited update to capital rules and the securities financing world is cheering. “Basel III leverage ratio framework and disclosure requirements” (January, 2014) permits netting of…

Banca d’Italia paper looks at factors behind RWA calculations, why they differ so much

July 11, 2013

Jonathan Cooper

Basel III, Europe, Regulatory

Banco d'Italia, GAAP, IFRS, Risk Weighted Assets, RWA

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In a Securities Finance Monitor post just the other day on the BIS and the push for simplicity in capital rules, we noted that one argument in favor of simpler…

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GAAP

Finadium: Netting Rules for Repo, Securities Lending and Prime Brokerage

Did the BIS give the securities financing business a (slightly delayed) Christmas gift?

Banca d’Italia paper looks at factors behind RWA calculations, why they differ so much

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